Anic Equity¶

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Total return since start: 0.656 %¶

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Equity now: -----------------------------> 50575.01 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43221.34 Kr¶

PnL: ---------------------------------------> -481.25 Kr¶

DD now: ---------------------------------> -4.792 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 16:55:08.739802'

Anic Portfolio¶

Today¶

Return: -0.348 %¶

This Week¶

Return: -0.348 %¶

Total portfolio value¶

Return including deposits: 65.57 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.330000 2079.100000 38.250000 1.870000 2040.850000
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Hexatronic Group 15 2.200000 1074.000000 6.300000 0.590000 1067.700000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Hennes & Mauritz B 6 -0.520000 915.480000 5.520000 0.610000 909.960000
HEXPOL B 8 -0.500000 960.000000 4.800000 0.500000 955.200000
Sagax A 4 -0.890000 888.000000 4.000000 0.450000 884.000000
Sagax B 4 -1.860000 885.600000 2.400000 0.270000 883.200000
AcadeMedia 20 -0.810000 976.400000 0.800000 0.080000 975.600000
ASSA ABLOY B 4 -1.470000 990.800000 0.000000 0.000000 990.800000
INVISIO 15 -1.450000 3562.500000 0.000000 0.000000 3562.500000
Sandvik 4 -1.580000 844.800000 -0.800000 -0.090000 845.600000
Atrium Ljungberg B 5 -0.990000 899.500000 -2.000000 -0.220000 901.500000
SKF B 5 -1.560000 976.000000 -2.000000 -0.200000 978.000000
BHG Group 109 -5.520000 1417.000000 -2.180000 -0.150000 1419.180000
Biotage 1 -8.750000 144.000000 -3.500000 -2.370000 147.500000
Addnode Group B 7 -2.870000 899.500000 -3.500000 -0.390000 903.000000
Latour B 4 -3.450000 850.400000 -3.600000 -0.420000 854.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
OX2 12 -3.660000 901.200000 -5.400000 -0.600000 906.600000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
JM 7 -2.180000 940.800000 -7.000000 -0.740000 947.800000
Gränges 10 3.320000 1028.000000 -8.000000 -0.770000 1036.000000
Alimak Group 12 -0.950000 996.000000 -8.400000 -0.840000 1004.400000
BioGaia B 8 -2.960000 890.400000 -12.000000 -1.330000 902.400000
Byggmax Group 33 -3.030000 950.400000 -14.520000 -1.500000 964.920000
Vitrolife 3 -3.250000 660.600000 -16.400000 -2.420000 677.000001
Investor B 3 -2.450000 638.700000 -19.300000 -2.930000 657.999999
Creaspac SPAC 40 -0.630000 3804.000000 -20.000000 -0.520000 3824.000000
Catena 2 -2.790000 779.600000 -24.000000 -2.990000 803.600000
Hoist Finance 36 -2.520000 973.800000 -34.200000 -3.390000 1008.000000
VEF 788 -2.650000 1853.380000 -44.120000 -2.330000 1897.504000
Sedana Medical 93 -3.440000 2609.580000 -374.000000 -12.540000 2983.577733
TOTAL 43221.340000 -481.250000 -4.79165% 43702.591732

Updated:¶

'2023-06-19 16:55:25.295055'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶